-7.6%
TSN vs ALC
+20.4%
-28.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -7.3% | -5.3% | -2.0% | -6.2% |
| 30D | -8.6% | -7.1% | -1.6% | -7.2% |
| 3M | -7.5% | +0.8% | -8.3% | -7.8% |
| 6M | -14.1% | -16.0% | +1.9% | -11.3% |
| YTD | -9.4% | -12.7% | +3.3% | -7.3% |
| 1Y | -4.1% | -12.8% | +8.8% | -2.0% |
| 3Y | +10.3% | -15.8% | +26.2% | +11.6% |
| 5Y | -19.7% | -16.7% | -3.1% | -20.1% |
| All | -7.6% | +20.4% | -28.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling